+194.7%
ECL vs GAP
+9.5%
+185.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +8.6% | -5.4% | +14.0% | +9.5% |
| 3M | +7.9% | +2.9% | +5.0% | +7.0% |
| 6M | +21.0% | -4.4% | +25.4% | +21.0% |
| YTD | +17.5% | -11.6% | +29.1% | +18.5% |
| 1Y | +19.7% | -6.0% | +25.7% | +19.2% |
| 3Y | +77.4% | +78.0% | -0.6% | +46.9% |
| 5Y | +38.7% | +8.5% | +30.2% | +20.2% |
| All | +194.7% | +9.5% | +185.2% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling